CNA Financial Corporation (CNA)
CNA Daily Delta Exposure
CNA's current Delta Exposure (DEX) is 19.62K shares, which is 954% larger than the 3M average of 1.86K shares. During this period, DEX ranged from -35.020000000000095 on Aug 1, 2025 to 19.62K on Aug 18, 2025, swinging between net long and short dealer positioning. Delta exposure has been increasing recently, forcing increased dealer shorting that could cap rallies. The current put-call delta ratio of 0.03 shows bullish call positioning but leaves the market vulnerable to pullbacks. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 18, 2025 | 20,303.78 | -682.78 | 19,621 | 0.03 |
| Aug 15, 2025 | 3,997.84 | -677.79 | 3,320.05 | 0.17 |
| Aug 14, 2025 | 4,054.88 | -687.28 | 3,367.6 | 0.17 |
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